+135.5%
CVE vs AIG
+47.6%
+87.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +1.4% |
| 7D | -16.1% | -5.1% | -11.1% | -14.1% |
| 30D | -10.4% | +2.8% | -13.1% | -11.9% |
| 3M | -2.4% | -2.1% | -0.2% | -1.8% |
| 6M | -4.4% | +1.4% | -5.8% | -6.2% |
| YTD | +64.9% | -7.4% | +72.3% | +69.1% |
| 1Y | +66.0% | +4.4% | +61.6% | +58.3% |
| 3Y | +57.7% | +30.0% | +27.7% | +29.4% |
| All | +135.5% | +47.6% | +87.9% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling